Fact sheet: Dimensional Emrg Mkts Val

Fund information
Fund name
Dimensional Emerging Markets Value Acc EUR
Fund manager company
Dimensional Fund Advisors(IRL)
Fund type
OEIC
Fund manager
  • Dimensional Portfolio Management Teamsince 09/10/2005
Fund objective
The investment objective of the Emerging Markets Value Fund ("Fund") is to achieve long-term total return.
Benchmark
  • MSCI Emerging Markets Value Index
Investment style
Value
Investment method
Shares
Quick stats
1 Year return
16.6%
1 Year rank in sector
44/258
Sector
FO Equity - Emerging Markets
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
0.64%
Fund size
£1,707m
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
137
Top in this sector
Fund name1 Year
Charlemagne Magna New Frontrs43.9%
GAM Star Nth of Sth EM Eq38.2%
HSBC GIFEconScaleIxGEMEq35.7%
Templeton BRIC31.8%
Schroder ISF QEP Gl Eg Mts31.3%
...more in FO Equity - Emerging Markets

Performance snapshot

Holdings snapshot

  • Korea15.1%
    Taiwan15%
    India13.5%
    China12.1%
    Brazil8.7%
  • No data available.
  • South Korean Equities15.1%
    Taiwanese Equities14.9%
    Indian Equities13.4%
    Chinese Equities12.1%
    Brazilian Equities8.7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund3.1%2.7%17.6%16.6%17.4%22.4%
Sector-3%-4%6%6.2%-7.7%-0.3%
Rank within sector7 / 26310 / 26629 / 26344 / 25830 / 21034 / 160
Quartile1st1st1st1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund19.7%-10%8.6%-7.6%16.2%
Sector8.7%-14.3%-1.4%-0.7%14.2%
Rank within sector43 / 25880 / 24138 / 215165 / 18996 / 161
Quartile1st2nd1st4th3rd
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
8.24
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
1.06
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
0.09
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
15.97
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
6.73
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
1.16
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.83
Price movement
52 week high19.55
52 week low13.65
Current bid price-
Current offer price-
Current mid price18.74
Region
1Korea15.05%
2Taiwan14.95%
3India13.53%
4China12.13%
5Brazil8.73%
6South Africa6.77%
7Mexico5.13%
8Malaysia3.86%
9Indonesia3.04%
Industry sector
No data available.
Asset type
1South Korean Equities15.05%
2Taiwanese Equities14.94%
3Indian Equities13.39%
4Chinese Equities12.13%
5Brazilian Equities8.66%
6South African Equities6.77%
7Mexican Equities5.13%
8Malaysian Equities3.85%
9Indonesian Equities3.04%
Individual holdings
1CHINA CONSTRUCTION BANK3.57%
2INDUSTRIAL & COM BK CHNA1.91%
3RELIANCE INDUSTRIES1.7%
4RELIANCE INDUSTRIES1.7%
5HYUNDAI MOTOR CO1.49%
6BANK OF CHINA LTD1.45%
7PETROLEO BRASILEIRO SA PETROBRAS1.34%
8PETROLEO BRASILEIRO SA PETROBRAS1.25%
9PTT PUBLIC CO1.22%
Management
Fund manager group
Dimensional Fund Advisors
Fund manager company
Dimensional Fund Advisors(IRL)
Fund type
OEIC
Fund objective
The investment objective of the Emerging Markets Value Fund ("Fund") is to achieve long-term total return.
Benchmark
  • MSCI Emerging Markets Value Index
Investment style
Value
Investment method
Shares
Fund manager
NameSinceBiography
Dimensional Portfolio Management Team09/10/2005
Compliance
Reporting Fund Status, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Germany, Finland, United Kingdom, Ireland, Netherlands, Offshore, Sweden
Dimensional Emerging Markets Value Acc EUR
Initial charge-
Annual charge0.5%
Min single investment£200,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.64%
Total expense ratio (TER)0.66%
Bid price-
Offer price-
Mid price18.74
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeDZ70
Dimensional Emerging Markets Value Acc GBP
Initial charge-
Annual charge0.5%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.64%
Total expense ratio (TER)0.66%
Bid price-
Offer price-
Mid price19.36
CurrencyGBP
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeD271
Dimensional Emerging Markets Value Acc JPY
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1105.69
CurrencyJPY
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNFUP
Dimensional Emerging Markets Value Acc SEK
Initial charge-
Annual charge0.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.64%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price11.11
CurrencySEK
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKYCN
Dimensional Emerging Markets Value Acc USD
Initial charge-
Annual charge0.5%
Min single investment£200,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.64%
Total expense ratio (TER)0.66%
Bid price-
Offer price-
Mid price16.42
CurrencyUSD
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeDZ85
Dimensional Emerging Markets Value Dis EUR
Initial charge-
Annual charge0.5%
Min single investment£200,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.64%
Total expense ratio (TER)0.66%
Bid price-
Offer price-
Mid price8.82
CurrencyEUR
Price updated05/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeNGH1
Dimensional Emerging Markets Value Dis GBP
Initial charge-
Annual charge0.5%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.64%
Total expense ratio (TER)0.66%
Bid price-
Offer price-
Mid price16.1
CurrencyGBP
Price updated05/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeD257
Dimensional Emerging Markets Value Dis USD
Initial charge-
Annual charge0.5%
Min single investment£200,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.64%
Total expense ratio (TER)0.66%
Bid price-
Offer price-
Mid price8.21
CurrencyUSD
Price updated05/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi code800
Dimensional Emerging Markets Value JPY Dis
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.64%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price900.08
CurrencyJPY
Price updated05/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeKLGO
Data provided by

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